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Search: person:"He, Xue‐Zhong"
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Share price
Theorie
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Theory
81
CAPM
46
Anlageverhalten
34
Behavioural finance
34
Bounded rationality
30
Begrenzte Rationalität
28
Börsenkurs
28
Portfolio selection
22
Portfolio-Management
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Volatility
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Erwartungsbildung
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Expectation formation
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Capital income
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Agent-based modeling
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Agentenbasierte Modellierung
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heterogeneous beliefs
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stability
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Estimation
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Stochastischer Prozess
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Schätzung
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Financial market
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Finanzmarkt
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Kapitalmarkttheorie
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Learning process
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Securities trading
10
Time series analysis
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Wertpapierhandel
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Asset pricing
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9
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English
28
Author
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He, Xue-zhong
27
Chiarella, Carl
9
Li, Kai
5
Li, Youwei
4
Zheng, Huanhuan
4
Shi, Lei
3
Wei, Lijian
3
Chu, Liya
2
Di Guilmi, Corrado
2
Dieci, Roberto
2
Huang, Weihong
2
Tu, Jun
2
Zwinkels, Remco C. J.
2
Aliyev, Nihad
1
Arifovic, Jasmina
1
Böhm, Volker
1
He, Xue-Zhong
1
Hüls, Thorsten
1
Lin, Shen
1
Santi, Caterina
1
Wang, Duo
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
4
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
2
Economics letters
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
Journal of empirical finance
1
Journal of evolutionary economics : JEE
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
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ECONIS (ZBW)
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1
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
2
Reinforcement learning equilibrium in limit order markets
He, Xue-zhong
;
Lin, Shen
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543147
Saved in:
3
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
4
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
5
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
7
Toward a general model of financial markets
Aliyev, Nihad
;
He, Xue-zhong
-
2016
Persistent link: https://www.econbiz.de/10011778003
Saved in:
8
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
9
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
10
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
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